WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 420,106 COMMITMENTS 75,031 125,108 63,715 247,899 175,278 386,645 364,101 33,461 56,005 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,725) -1,779 8,117 -1,266 6,720 -2,003 3,675 4,848 -950 -2,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 29.8 15.2 59.0 41.7 92.0 86.7 8.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 107 153 122 87 107 277 311 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,194,151 COMMITMENTS 409,435 100,643 96,045 550,587 758,092 1056067 954,780 138,084 239,371 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -17,467) -39,993 2,493 5,813 16,991 -29,798 -17,189 -21,492 -278 4,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 8.4 8.0 46.1 63.5 88.4 80.0 11.6 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 787) 226 149 151 187 337 483 583 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,756 COMMITMENTS 3,349 2,057 240 8,509 10,846 12,098 13,143 2,658 1,613 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 818) 310 714 -348 1,040 147 1,002 513 -184 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 13.9 1.6 57.7 73.5 82.0 89.1 18.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 18 8 5 14 5 33 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 574,756 COMMITMENTS 167,037 46,880 79,757 278,348 366,372 525,142 493,009 49,614 81,747 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -9,935) -27,766 3,992 9,171 14,531 -31,104 -4,064 -17,941 -5,871 8,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 8.2 13.9 48.4 63.7 91.4 85.8 8.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535) 178 119 161 108 184 372 411 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 20,183 COMMITMENTS 16,997 2,991 100 8 4,021 17,105 7,112 3,078 13,071 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -923) -815 546 87 0 -36 -728 597 -195 -1,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.2 14.8 0.5 0.0 19.9 84.7 35.2 15.3 64.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 19 11 6 1 10 20 27 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 281,028 COMMITMENTS 62,748 59,135 25,659 165,427 163,294 253,834 248,088 27,194 32,940 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,753) -8,198 15,795 -5,927 13,824 -20,252 -301 -10,384 -2,452 7,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 21.0 9.1 58.9 58.1 90.3 88.3 9.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 66 77 53 68 63 170 165 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 638,290 COMMITMENTS 69,624 92,981 8,418 423,525 405,973 501,567 507,372 136,723 130,918 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -13,273) -2,773 -4,251 -1,464 -2,285 -18,617 -6,522 -24,332 -6,751 11,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 14.6 1.3 66.4 63.6 78.6 79.5 21.4 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 31 28 13 66 69 103 104 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 377,248 COMMITMENTS 53,940 42,803 1,104 256,070 289,077 311,114 332,984 66,134 44,264 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 676) 1,270 -3,611 -371 -874 2,533 25 -1,449 651 2,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 11.3 0.3 67.9 76.6 82.5 88.3 17.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 6 8 3 41 38 49 47 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,165 COMMITMENTS 806 411 920 6,982 7,324 8,708 8,655 457 510 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -703) -4 -524 55 -625 -339 -574 -808 -129 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 4.5 10.0 76.2 79.9 95.0 94.4 5.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 4 4 22 24 30 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 177,578 COMMITMENTS 42,498 34,478 15,722 88,639 99,313 146,859 149,513 30,719 28,065 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,921) -15,278 7,414 4,510 16,933 -12,614 6,165 -690 -2,244 4,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 19.4 8.9 49.9 55.9 82.7 84.2 17.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 47 48 35 72 65 141 134 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,995 COMMITMENTS 4,698 3,566 444 8,125 12,024 13,267 16,034 3,728 961 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -372) -798 205 211 961 -688 374 -272 -746 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 21.0 2.6 47.8 70.8 78.1 94.3 21.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 27 16 12 23 15 55 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 759,332 COMMITMENTS 217,767 179,041 19,412 412,727 442,098 649,906 640,551 109,426 118,781 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -21,260) -17,440 6,388 -42 -9,256 -29,065 -26,738 -22,719 5,478 1,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 23.6 2.6 54.4 58.2 85.6 84.4 14.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 40 53 17 79 106 128 169 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,555,333 COMMITMENTS 165,486 260,431 17,477 1074360 961,656 1257323 1239564 298,010 315,769 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -11,602) 12,422 -5,814 -1,978 -37,905 -8,407 -27,461 -16,199 15,859 4,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 16.7 1.1 69.1 61.8 80.8 79.7 19.2 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 24 43 17 104 116 137 167 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,294,173 COMMITMENTS 400,270 102,314 7,546 695,621 930,904 1103437 1040764 190,736 253,409 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -29,798) 719 -2,895 -7,132 -8,647 -25,484 -15,060 -35,511 -14,738 5,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 7.9 0.6 53.8 71.9 85.3 80.4 14.7 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 33 27 11 70 102 106 137 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 688,765 COMMITMENTS 71,905 71,768 93,313 490,790 486,901 656,008 651,982 32,757 36,783 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -19,182) -5,959 -523 -6,690 -4,493 -7,959 -17,142 -15,172 -2,040 -4,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 10.4 13.5 71.3 70.7 95.2 94.7 4.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 18 28 33 63 69 100 115 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 47,828 COMMITMENTS 5,827 3,307 4,211 33,252 34,520 43,289 42,038 4,540 5,791 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 15,076) -1,601 599 4,190 11,567 9,474 14,156 14,263 921 814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 6.9 8.8 69.5 72.2 90.5 87.9 9.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 14 14 9 30 34 48 55 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 13,642 COMMITMENTS 2,962 1,349 0 9,276 11,573 12,238 12,922 1,404 720 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,187) 790 -1,133 -933 -543 1,032 -686 -1,034 -1,501 -1,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 9.9 0.0 68.0 84.8 89.7 94.7 10.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 0 7 7 11 9 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 68,372 COMMITMENTS 11,134 9,321 3,016 47,951 45,894 62,101 58,231 6,271 10,141 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,868) -3,721 3,905 2,975 4,581 -4,199 3,835 2,681 -967 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 13.6 4.4 70.1 67.1 90.8 85.2 9.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 12 16 6 28 30 43 49 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 9,313 COMMITMENTS 4,224 8,617 694 3,982 0 8,900 9,311 413 2 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -5,068) -918 2,403 -3,643 -516 -3,813 -5,077 -5,053 9 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 92.5 7.5 42.8 0.0 95.6 100.0 4.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 10 2 3 0 16 10 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,384 COMMITMENTS 1,850 2,218 9 9,194 9,098 11,053 11,325 331 59 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 577) -587 1,636 5 1,148 -1,042 566 599 11 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 19.5 0.1 80.8 79.9 97.1 99.5 2.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 5 1 6 12 14 18 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,823 COMMITMENTS 514 1,125 0 14,046 13,640 14,560 14,765 263 58 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -734) -966 690 0 297 -1,434 -669 -744 -65 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 7.6 0.0 94.8 92.0 98.2 99.6 1.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 3 0 6 13 12 16
Updated September 30, 2011